+38.9%
QCOM vs AZN
+51.7%
-12.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.3% | +1.7% |
| 7D | +4.4% | -2.9% | +7.3% | +4.9% |
| 30D | +9.4% | -3.1% | +12.4% | +9.9% |
| 3M | -13.7% | -14.4% | +0.8% | -11.4% |
| 6M | +28.9% | -19.5% | +48.4% | +34.1% |
| YTD | +4.7% | -13.8% | +18.5% | +6.8% |
| 1Y | +13.5% | -2.4% | +15.9% | +11.7% |
| 3Y | +77.1% | +21.3% | +55.8% | +62.9% |
| 5Y | +38.9% | +53.6% | -14.7% | +22.0% |
| All | +38.9% | +51.7% | -12.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AZN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling